Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47891.01 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46496.11 Kr¶

PnL: ---------------------------------------> -392.46 Kr¶

DD now: ---------------------------------> -1.519 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 14:32:40.466074'

Anic Portfolio¶

Today¶

Return: 0.376 %¶

This Week¶

Return: 0.752 %¶

Total¶

Return: 56.783 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.370000 2859.500000 223.500000 8.480000 2636.000010
Beijer Electronics Group 26 -0.340000 3094.000000 123.000000 4.140000 2971.000006
Corem Property Group B 59 -0.530000 659.030000 82.030000 14.220000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.280000 435.200000 80.200000 22.590000 355.000000
Boozt 12 0.210000 1710.000000 56.000000 3.390000 1653.999996
HMS Networks 2 0.390000 722.400000 49.400000 7.340000 673.000000
OEM International B 7 1.010000 561.400000 33.400000 6.330000 527.999997
SAAB B 8 0.400000 3408.000000 31.000000 0.920000 3377.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.370000 548.200000 21.200000 4.020000 527.000000
Coor Service Management Hold. 8 0.150000 547.600000 15.600000 2.930000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Norva24 Group 16 3.010000 558.400000 15.400000 2.840000 543.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.650000 258.000000 12.000000 4.880000 246.000000
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
AcadeMedia 12 0.600000 564.000000 7.000000 1.260000 557.000004
Karnov Group 9 -1.310000 540.900000 4.900000 0.910000 536.000004
Swedbank A 3 1.690000 568.500000 4.500000 0.800000 564.000000
Resurs Holding 22 -0.040000 578.380000 4.380000 0.760000 573.999998
Securitas B 6 0.420000 571.800000 1.800000 0.320000 570.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Nordea Bank Abp 29 0.100000 3452.740000 -1.260000 -0.040000 3453.999992
Essity B 2 -1.340000 572.200000 -1.800000 -0.310000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
CTEK 13 0.670000 526.370000 -7.630000 -1.430000 533.999999
International Petroleum Corp. 5 2.210000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.250000 1532.700000 -131.300000 -7.890000 1663.999992
Axfood 13 0.400000 3602.300000 -153.700000 -4.090000 3756.000001
Ovzon 52 1.770000 2990.000000 -372.000000 -11.060000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46496.110000 -392.460000 -1.51939% 46888.564618

Updated:¶

'2023-01-18 14:32:52.853544'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶